【转】使用sklearn优雅地进行数据挖掘

def fit(self, X, y=None):
        """Do nothing and return the estimator unchanged
        This method is just there to implement the usual API and hence
        work in pipelines.
        """
        X = check_array(X, accept_sparse='csr')
        return self

from numpy import hstack, vstack, array, median, nan
from numpy.random import choice
from sklearn.datasets import load_iris

#特征矩阵加工
#使用vstack增加一行含缺失值的样本(nan, nan, nan, nan)
#使用hstack增加一列表示花的颜色（0-白、1-黄、2-红），花的颜色是随机的，意味着颜色并不影响花的分类
iris.data = hstack((choice([0, 1, 2], size=iris.data.shape[0]+1).reshape(-1,1), vstack((iris.data, array([nan, nan, nan, nan]).reshape(1,-1)))))
#目标值向量加工
#增加一个目标值，对应含缺失值的样本，值为众数
iris.target = hstack((iris.target, array([median(iris.target)])))

from numpy import log1p
from sklearn.preprocessing import FunctionTransformer
from sklearn.preprocessing import Binarizer
from sklearn.pipeline import FeatureUnion

#新建将整体特征矩阵进行对数函数转换的对象
step2_1 = ('ToLog', FunctionTransformer(log1p))
#新建将整体特征矩阵进行二值化类的对象
step2_2 = ('ToBinary', Binarizer())
#新建整体并行处理对象
#该对象也有fit和transform方法，fit和transform方法均是并行地调用需要并行处理的对象的fit和transform方法
#参数transformer_list为需要并行处理的对象列表，该列表为二元组列表，第一元为对象的名称，第二元为对象
step2 = ('FeatureUnion', FeatureUnion(transformer_list=[step2_1, step2_2, step2_3]))

from sklearn.pipeline import FeatureUnion, _fit_one_transformer, _fit_transform_one, _transform_one 
from sklearn.externals.joblib import Parallel, delayed
from scipy import sparse
import numpy as np

#部分并行处理，继承FeatureUnion
class FeatureUnionExt(FeatureUnion):
    #相比FeatureUnion，多了idx_list参数，其表示每个并行工作需要读取的特征矩阵的列
    def __init__(self, transformer_list, idx_list, n_jobs=1, transformer_weights=None):
        self.idx_list = idx_list
        FeatureUnion.__init__(self, transformer_list=map(lambda trans:(trans[0], trans[1]), transformer_list), n_jobs=n_jobs, transformer_weights=transformer_weights)

    #由于只部分读取特征矩阵，方法fit需要重构
    def fit(self, X, y=None):
        transformer_idx_list = map(lambda trans, idx:(trans[0], trans[1], idx), self.transformer_list, self.idx_list)
        transformers = Parallel(n_jobs=self.n_jobs)(
            #从特征矩阵中提取部分输入fit方法
            delayed(_fit_one_transformer)(trans, X[:,idx], y)
            for name, trans, idx in transformer_idx_list)
        self._update_transformer_list(transformers)
        return self

    #由于只部分读取特征矩阵，方法fit_transform需要重构
    def fit_transform(self, X, y=None, **fit_params):
        transformer_idx_list = map(lambda trans, idx:(trans[0], trans[1], idx), self.transformer_list, self.idx_list)
        result = Parallel(n_jobs=self.n_jobs)(
            #从特征矩阵中提取部分输入fit_transform方法
            delayed(_fit_transform_one)(trans, name, X[:,idx], y,
                                        self.transformer_weights, **fit_params)
            for name, trans, idx in transformer_idx_list)

        Xs, transformers = zip(*result)
        self._update_transformer_list(transformers)
        if any(sparse.issparse(f) for f in Xs):
            Xs = sparse.hstack(Xs).tocsr()
        else:
            Xs = np.hstack(Xs)
        return Xs

    #由于只部分读取特征矩阵，方法transform需要重构
    def transform(self, X):
        transformer_idx_list = map(lambda trans, idx:(trans[0], trans[1], idx), self.transformer_list, self.idx_list)
        Xs = Parallel(n_jobs=self.n_jobs)(
            #从特征矩阵中提取部分输入transform方法
            delayed(_transform_one)(trans, name, X[:,idx], self.transformer_weights)
            for name, trans, idx in transformer_idx_list)
        if any(sparse.issparse(f) for f in Xs):
            Xs = sparse.hstack(Xs).tocsr()
        else:
            Xs = np.hstack(Xs)
        return Xs

from numpy import log1p
from sklearn.preprocessing import OneHotEncoder
from sklearn.preprocessing import FunctionTransformer
from sklearn.preprocessing import Binarizer

#新建将部分特征矩阵进行定性特征编码的对象
step2_1 = ('OneHotEncoder', OneHotEncoder(sparse=False))
#新建将部分特征矩阵进行对数函数转换的对象
step2_2 = ('ToLog', FunctionTransformer(log1p))
#新建将部分特征矩阵进行二值化类的对象
step2_3 = ('ToBinary', Binarizer())
#新建部分并行处理对象
#参数transformer_list为需要并行处理的对象列表，该列表为二元组列表，第一元为对象的名称，第二元为对象
#参数idx_list为相应的需要读取的特征矩阵的列
step2 = ('FeatureUnionExt', FeatureUnionExt(transformer_list=[step2_1, step2_2, step2_3], idx_list=[[0], [1, 2, 3], [4]]))

from numpy import log1p
from sklearn.preprocessing import Imputer
from sklearn.preprocessing import OneHotEncoder
from sklearn.preprocessing import FunctionTransformer
from sklearn.preprocessing import Binarizer
from sklearn.preprocessing import MinMaxScaler
from sklearn.feature_selection import SelectKBest
from sklearn.feature_selection import chi2
from sklearn.decomposition import PCA
from sklearn.linear_model import LogisticRegression
from sklearn.pipeline import Pipeline

#新建计算缺失值的对象
step1 = ('Imputer', Imputer())
#新建将部分特征矩阵进行定性特征编码的对象
step2_1 = ('OneHotEncoder', OneHotEncoder(sparse=False))
#新建将部分特征矩阵进行对数函数转换的对象
step2_2 = ('ToLog', FunctionTransformer(log1p))
#新建将部分特征矩阵进行二值化类的对象
step2_3 = ('ToBinary', Binarizer())
#新建部分并行处理对象，返回值为每个并行工作的输出的合并
step2 = ('FeatureUnionExt', FeatureUnionExt(transformer_list=[step2_1, step2_2, step2_3], idx_list=[[0], [1, 2, 3], [4]]))
#新建无量纲化对象
step3 = ('MinMaxScaler', MinMaxScaler())
#新建卡方校验选择特征的对象
step4 = ('SelectKBest', SelectKBest(chi2, k=3))
#新建PCA降维的对象
step5 = ('PCA', PCA(n_components=2))
#新建逻辑回归的对象，其为待训练的模型作为流水线的最后一步
step6 = ('LogisticRegression', LogisticRegression(penalty='l2'))
#新建流水线处理对象
#参数steps为需要流水线处理的对象列表，该列表为二元组列表，第一元为对象的名称，第二元为对象
pipeline = Pipeline(steps=[step1, step2, step3, step4, step5, step6])

from sklearn.grid_search import GridSearchCV
#新建网格搜索对象
#第一参数为待训练的模型
#param_grid为待调参数组成的网格，字典格式，键为参数名称（格式“对象名称__子对象名称__参数名称”），值为可取的参数值列表
grid_search = GridSearchCV(pipeline, param_grid={'FeatureUnionExt__ToBinary__threshold':[1.0, 2.0, 3.0, 4.0], 'LogisticRegression__C':[0.1, 0.2, 0.4, 0.8]})
#训练以及调参grid_search.fit(iris.data, iris.target)

#持久化数据
#第一个参数为内存中的对象
#第二个参数为保存在文件系统中的名称
#第三个参数为压缩级别，0为不压缩，3为合适的压缩级别
dump(grid_search, 'grid_search.dmp', compress=3)
#从文件系统中加载数据到内存中
grid_search = load('grid_search.dmp')